Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 2 5 8 158
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 2 6 9 476
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 0 5 7 92
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 44 0 3 6 156
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 5 13 93
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 1 6 9 178
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 1 1 57 1 3 8 249
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 5 6 210
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 1 4 7 506
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 2 10 12 567
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 0 4 9 107
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 4 9 14 397
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 2 9 13 275
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 1 3 5 203
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 1 4 5 88
Birthweight and Academic Achievement in Childhood 0 0 1 18 2 11 16 94
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 3 23 0 10 18 39
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 0 5 10 86
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 1 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 2 3 77
Cycles in the Transportation Sector and the Aggregate Economy 0 0 1 258 0 4 11 1,030
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 43 1 6 12 109
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 1 5 111 4 15 24 265
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 3 5 292
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 0 2 3 75
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 1 4 10 1,558
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 2 41 2 7 15 161
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 2 10 11 258
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 6 6 92
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 1 3 6 73
Examining the Education Gradient in Chronic Illness 0 0 0 18 1 2 4 84
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 1 4 5 59
Forecasting Binary Outcomes 0 0 0 165 0 9 21 319
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 1 1 1 82 2 11 17 271
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 1 10 18 248
Getting the ROC into Sync 0 0 0 21 1 5 6 51
Health Inequality and Its Determinants in New York 0 0 1 75 5 9 14 321
Health Inequality and Its Determinants in New York 0 0 0 23 2 5 6 122
Heterogeneous Expectations among Professional Forecasters 0 1 2 5 12 29 32 40
Heterogeneous expectations among professional forecasters 0 0 0 5 1 5 9 17
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 1 6 10 205
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 2 48 0 6 13 224
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 1 4 6 201
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 1 9 14 31
Infant Health and Academic Achievement in Childhood 0 0 0 4 1 1 2 57
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 1 76 3 4 12 244
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 0 4 8 93
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 1 5 6 175
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 26 2 13 19 128
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 4 7 8 131
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 1 2 113 1 8 14 462
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 1 62 1 6 14 228
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 2 5 7 30
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 19 35 40 154
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 8 22 30 58
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 1 8 11 199
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 6 10 733
Nowcasting US GDP: The role of ISM Business Surveys 0 1 5 168 1 10 26 523
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 0 3 6 102
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 3 45 1 8 20 173
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 0 5 13 25
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 0 3 4 114
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 0 5 5 79
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 1 3 6 64
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 1 6 11 309
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 1 3 5 55
The Nordhaus Test with Many Zeros 0 0 0 7 2 9 12 36
The Nordhaus Test with Many Zeros 0 0 0 11 0 1 6 40
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 1 6 9 100
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 1 6 7 94
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 3 5 389
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 0 3 4 110
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 4 4 22
Total Working Papers 1 6 43 4,126 111 486 783 15,163


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 2 8 9 787
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 1 53
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 6 7 29
A Macroeconometric Model for Developing Countries 0 0 3 95 0 0 11 228
A Note on "Selection of Regressors." 0 0 0 22 0 5 7 66
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 0 3 4 150
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 0 7 10 514
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 2 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 0 5 8 221
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 0 5 6 102
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 2 3 50
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 3 8 11 336
A new framework for analyzing survey forecasts using three-dimensional panel data 1 1 5 301 2 7 15 707
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 0 5 6 45
A note on a theorem by Professor Chow 0 0 0 8 0 1 1 45
A note on the double k-class estimator in simultaneous equations 0 0 0 26 1 5 6 120
A tale of two recession-derivative indicators 0 0 0 0 2 4 11 17
Advances in Applied Econometrics 0 0 0 1 0 0 1 23
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 0 1 3 18
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 0 3 8 370
An econometric model of wastepaper recycling in the USA 0 0 0 48 1 4 4 134
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 3 8 112
Analysis of Panel Data 0 0 0 18 2 6 11 91
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 0 3 8 20
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 0 4 6 34
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 0 4 7 46
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 0 4 6 56
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 1 14 19 566
Bayesian forecasting in economics 0 0 0 42 0 1 2 94
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 1 3 3 63
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 3 5 403
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 2 3 16 1 7 18 52
Comment 0 0 0 0 0 4 5 5
Comment 0 0 0 0 0 0 2 22
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 0 2 3 31
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 2 13 1 6 10 65
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 1 5 7 30
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 1 4 17 96
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 1 4 4 40
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 1 2 3 103
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 1 6 8 173
Economic indicators for the US transportation sector 0 0 1 29 1 7 11 183
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 2 7 15 89
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 2 3 14
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 0 4 5 14
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 0 1 3 216
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 0 2 7 180
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 2 7 18 427
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 3 4 55
Examining the education gradient in chronic illness 0 0 0 1 1 4 6 31
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 4 5 53
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 5 15 76
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 5 8 88
Getting the ROC into Sync 0 0 1 6 0 0 6 22
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 0 1 3 111 1 6 12 390
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 118 3 8 13 434
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 3 4 13
Inefficiency in social security trust funds forecasts 0 1 2 3 0 3 6 13
Inflation expectations in India: Learning from household tendency surveys 1 2 5 42 1 8 18 123
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 1 2 155
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 2 143 1 7 11 772
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 0 8 10 289
International propagation of shocks: A dynamic factor model using survey forecasts 1 1 1 5 1 3 6 40
Introduction 0 0 0 5 0 4 6 55
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 2 3 5 100
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 1 1 98
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 4 6 184
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 0 144 1 1 3 287
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 0 3 7 460
Learning and heterogeneity in GDP and inflation forecasts 0 0 2 57 3 6 12 219
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 1 1 5 81
Measuring forecast uncertainty by disagreement: The missing link 0 1 2 132 3 14 30 514
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 0 4 5 38
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 3 6 11 401
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 1 3 5 12
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 1 2 4 69
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 4 8 58
Nowcasting US GDP: The role of ISM business surveys 0 0 2 68 5 11 23 304
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 2 3 80
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 3 5 486
On the Estimation of Triangular Structural Systems 0 0 1 104 0 12 14 334
On the constancy of real interest rates 0 0 0 12 0 1 2 35
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 1 2 4 69
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 0 6 8 138
On the normality of probability distributions of inflation and GNP forecasts 0 0 0 42 1 5 7 157
Online learning and forecast combination in unbalanced panels 0 1 1 5 1 8 9 41
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 2 4 125
Predicting binary outcomes based on the pair-copula construction 0 1 1 2 0 10 12 20
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 4 7 55
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 4 6 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 0 24 1 4 5 82
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 1 3 0 9 14 25
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 2 3 8
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 1 6 1 3 5 31
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 1 1 75
Rational expectations and the short-run Phillips curves 0 0 0 13 0 3 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 3 14 19 34
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 0 1 5 66
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 2 16 1 6 15 85
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 3 4 102
Subjective Probability Forecasts for Recessions 0 0 0 12 0 2 4 58
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 1 7 9 43
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 3 4 122
Testing for normality in a probit model with double selection 0 0 0 74 1 3 9 194
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 3 3 65
Testing the value of probability forecasts for calibrated combining 0 0 0 3 2 5 6 35
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 2 4 149
The Nordhaus test with many zeros 1 1 1 4 2 6 9 41
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 2 7 19 494
The predictive power of an experimental transportation output index 0 0 0 27 1 4 5 178
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 1 4 5 101
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 1 8 11 113
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 1 3 4 41
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 2 4 627
Total Journal Articles 4 12 49 3,925 77 495 858 17,319


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 0 4 6 10
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 4 16 17 19
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 1 4 6 6
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 1 5 6 9
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 1 3 4 4
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 1 2 2 6
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 1 4 7 15
Forecasting Binary Outcomes 0 0 2 93 2 16 27 369
Introduction 0 0 0 0 0 1 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 2 4 2 21 28 33
Total Chapters 0 0 5 103 13 76 106 474


Statistics updated 2026-03-04